CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 03-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7910 |
0.7955 |
0.0045 |
0.6% |
0.7865 |
High |
0.7939 |
0.8010 |
0.0071 |
0.9% |
0.8010 |
Low |
0.7907 |
0.7955 |
0.0048 |
0.6% |
0.7810 |
Close |
0.7938 |
0.8010 |
0.0072 |
0.9% |
0.8010 |
Range |
0.0032 |
0.0055 |
0.0023 |
71.9% |
0.0200 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
Volume |
4 |
41 |
37 |
925.0% |
264 |
|
Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8138 |
0.8040 |
|
R3 |
0.8102 |
0.8083 |
0.8025 |
|
R2 |
0.8047 |
0.8047 |
0.8020 |
|
R1 |
0.8028 |
0.8028 |
0.8015 |
0.8038 |
PP |
0.7992 |
0.7992 |
0.7992 |
0.7996 |
S1 |
0.7973 |
0.7973 |
0.8005 |
0.7983 |
S2 |
0.7937 |
0.7937 |
0.8000 |
|
S3 |
0.7882 |
0.7918 |
0.7995 |
|
S4 |
0.7827 |
0.7863 |
0.7980 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8543 |
0.8477 |
0.8120 |
|
R3 |
0.8343 |
0.8277 |
0.8065 |
|
R2 |
0.8143 |
0.8143 |
0.8047 |
|
R1 |
0.8077 |
0.8077 |
0.8028 |
0.8110 |
PP |
0.7943 |
0.7943 |
0.7943 |
0.7960 |
S1 |
0.7877 |
0.7877 |
0.7992 |
0.7910 |
S2 |
0.7743 |
0.7743 |
0.7973 |
|
S3 |
0.7543 |
0.7677 |
0.7955 |
|
S4 |
0.7343 |
0.7477 |
0.7900 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8244 |
2.618 |
0.8154 |
1.618 |
0.8099 |
1.000 |
0.8065 |
0.618 |
0.8044 |
HIGH |
0.8010 |
0.618 |
0.7989 |
0.500 |
0.7983 |
0.382 |
0.7976 |
LOW |
0.7955 |
0.618 |
0.7921 |
1.000 |
0.7900 |
1.618 |
0.7866 |
2.618 |
0.7811 |
4.250 |
0.7721 |
|
|
Fisher Pivots for day following 03-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8001 |
0.7992 |
PP |
0.7992 |
0.7974 |
S1 |
0.7983 |
0.7956 |
|